Anic Equity¶

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Total return since start: 0.622 %¶

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Equity now: -----------------------------> 49554.81 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43550.34 Kr¶

PnL: ---------------------------------------> -1325.24 Kr¶

DD now: ---------------------------------> -6.712 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 17:24:38.003618'

Anic Portfolio¶

Today¶

Return: -0.045 %¶

This Week¶

Return: -2.358 %¶

Total portfolio value¶

Return including deposits: 62.23 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 8.240000 1546.710000 123.710000 8.690000 1423.000014
Nederman Holding 1 -2.370000 206.000000 7.000000 3.520000 199.000000
Hennes & Mauritz B 6 -1.210000 913.920000 1.920000 0.210000 912.000000
Atrium Ljungberg B 5 1.010000 903.000000 -1.000000 -0.110000 904.000000
Eastnine 6 -0.180000 655.200000 -1.800000 -0.270000 657.000000
BioGaia B 8 2.360000 900.800000 -3.200000 -0.350000 904.000000
Profoto Holding 7 -1.440000 576.800000 -5.200000 -0.890000 581.999999
ASSA ABLOY B 4 -0.160000 987.200000 -5.800000 -0.580000 993.000000
AcadeMedia 20 -0.540000 964.800000 -13.200000 -1.350000 978.000000
Biotage 1 -6.340000 133.000000 -16.000000 -10.740000 149.000000
Creaspac SPAC 40 0.100000 3816.000000 -18.000000 -0.470000 3834.000000
Vitrolife 3 0.270000 658.800000 -18.200000 -2.690000 677.000001
JM 7 -0.970000 931.000000 -19.000000 -2.000000 950.000002
Gränges 10 0.100000 1019.000000 -20.000000 -1.920000 1039.000000
OX2 12 -1.950000 888.960000 -20.040000 -2.200000 909.000000
Bufab 3 -0.400000 1055.400000 -20.600000 -1.910000 1076.000001
INVISIO 15 -0.210000 3547.500000 -24.500000 -0.690000 3571.999995
Alimak Group 12 0.990000 981.600000 -25.400000 -2.520000 1007.000004
Latour B 4 -2.260000 828.800000 -27.200000 -3.180000 856.000000
Hexatronic Group 15 -0.110000 1043.400000 -27.600000 -2.580000 1071.000000
Sandvik 4 0.200000 820.000000 -28.000000 -3.300000 848.000000
Hoist Finance 36 1.110000 982.800000 -28.200000 -2.790000 1010.999988
Sagax B 4 -1.340000 856.400000 -28.600000 -3.230000 885.000000
Investor B 3 -1.320000 629.250000 -28.750000 -4.370000 657.999999
Vitec Software Group B 2 -2.810000 1074.000000 -30.000000 -2.720000 1104.000000
Addnode Group B 7 -1.660000 872.900000 -32.100000 -3.550000 904.999998
Byggmax Group 33 -0.210000 933.900000 -33.100000 -3.420000 966.999990
SKF B 5 -0.580000 943.000000 -37.000000 -3.780000 980.000000
Sagax A 4 -2.750000 848.000000 -38.000000 -4.290000 886.000000
Platzer Fastigheter Holding B 12 0.130000 909.600000 -41.400000 -4.350000 951.000000
Catena 2 0.740000 762.000000 -44.000000 -5.460000 806.000000
EQT 4 -2.590000 827.200000 -45.800000 -5.250000 873.000000
Orrön Energy 170 -3.520000 1982.200000 -63.800000 -3.120000 2045.999980
HEXPOL B 8 -5.610000 888.800000 -68.200000 -7.130000 957.000000
Hexagon B 26 -1.540000 3331.900000 -88.100000 -2.580000 3420.000012
VEF 788 -2.170000 1773.000000 -130.000000 -6.830000 1903.000300
Sedana Medical 93 -0.290000 2557.500000 -426.080000 -14.280000 2983.577733
TOTAL 43550.340000 -1325.240000 -6.71219% 44875.578016

Updated:¶

'2023-06-21 17:24:54.969014'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶